Senior Quants Python Developer

Company: Milestone Technologies, Inc.
Location: Walton, New York, United States
Type: Full-time
Posted: 06.FEB.2021
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Summary

* You will be a strong developer joining a bank's Risk technology team. You will be working within an Agile team,writing requirements and sp...

Description

  • You will be a strong developer joining a bank's Risk technology team. You will be working within an Agile team,writing requirements and specifications, developing strategic risk management and trading tools and maintaining existing code for the FX Tech businesses.
  • Primary task would be to help in enhancing an interest rate curve builder used by front office traders for curve marking. This is a python intensive tool and will require knowledge in curve construction, bootstrapping, knowledge of market data, yield curves.
  • This role will involve in building the code from scratch, working with front office to understand requirements, strong product and risk knowledge, overall being an architect
  • As the successful applicant you will be responsible for supporting modern agile software development methods; including educating & mentoring less experienced OOP team members.
  • Overall the work will be flexible based on client requirements.

Master in software engineering , additional qualification in Finance is desirable, FRM, CFA again desirable

  • Deep understanding of Pricing basics, Structured Rates and FX Derivatives Products , Interest Rate Curve construction, time-series analysis
  • Experience working with Large scale quantitative library(Risk, Pricing, P&L Explain) is essential
  • Excellent hands-on development experience on Python with additional understanding on any other OO tec0hnology
  • Experience on participating in end-to-end development lifecycle in a rigorous test driven software development environment
  • Experience of Agile software development process is desirable
  • Experience on developing and delivering scalable applications
  • Excellent communication skills

Very desirable

  • Follows clean code principles
  • Experience of Agile methods

 
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